Description: Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution by J. Adolfo Minjárez-Sosa This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation. FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation. The corresponding disturbance process is an observable sequence of independent and identically distributed random variables with unknown distribution for both players. Unlike the standard case, the game is played over an infinite horizon evolving as follows. At each stage, once the players have observed the state of the game, and before choosing the actions, players 1 and 2 implement a statistical estimation process to obtain estimates of the unknown distribution. Then, independently, the players adapt their decisions to such estimators to select their actions and construct their strategies. This book presents a systematic analysis on recent developments in this kind of games. Specifically, the theoretical foundations on the procedures combining statistical estimation and control techniques for the construction of strategies of the players are introduced, with illustrative examples. In this sense, the book is an essential reference for theoretical and applied researchers in the fields of stochastic control and game theory, and their applications. Table of Contents Zero-sum Markov games.- Discounted optimality criterion.- Average payoff criterion.- Empirical approximation-estimation algorithms in Markov games.- Difference-equation games: examples.- Elements from analysis.- Probability measures and weak convergence.- Stochastic kernels.- Review on density estimation. Review "This is a well written book that maintains a balance between theory and numerical examples. Each chapter is interesting and useful for the readers. This book can be recommended as a valuable material for both self study and teaching purposes, but because of its rigorous style it works also as a valuable reference for research purposes." (Samir Kumar Neogy, zbMATH 1454.91004, 2021) Review Quote "This is a well written book that maintains a balance between theory and numerical examples. Each chapter is interesting and useful for the readers. This book can be recommended as a valuable material for both self study and teaching purposes, but because of its rigorous style it works also as a valuable reference for research purposes." (Samir Kumar Neogy, zbMATH 1454.91004, 2021) Feature First book providing a study on discrete-time Markov games with unknown disturbance distribution Presents a systematic analysis on recent developments of estimation and control procedures in Markov games Contains several examples to illustrate the game models as well as the implementation of the estimation and control algorithms Details ISBN3030357198 Pages 120 Year 2020 ISBN-10 3030357198 ISBN-13 9783030357191 Publication Date 2020-01-28 Short Title Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution Language English Format Paperback Subtitle Discounted and Average Criteria DOI 10.1007/978-3-030-35720-7 UK Release Date 2020-01-28 Edition 1st Imprint Springer Nature Switzerland AG Place of Publication Cham Country of Publication Switzerland Illustrations 2 Illustrations, color; 2 Illustrations, black and white; XIV, 120 p. 4 illus., 2 illus. in color. Author J. Adolfo Minjárez-Sosa Publisher Springer Nature Switzerland AG Edition Description 1st ed. 2020 Series SpringerBriefs in Probability and Mathematical Statistics Audience Professional & Vocational We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:137719025;
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ISBN-13: 9783030357191
Book Title: Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Dist
Number of Pages: 120 Pages
Language: English
Publication Name: Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution: Discounted and Average Criteria
Publisher: Springer Nature Switzerland Ag
Publication Year: 2020
Subject: Mathematics
Item Height: 235 mm
Item Weight: 221 g
Type: Textbook
Author: J. Adolfo Minjarez-Sosa
Item Width: 155 mm
Format: Paperback
